-20.3%
ACHR vs ESI
+44.9%
-65.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +0.3% |
| 7D | +18.0% | +1.8% | +16.1% | +16.7% |
| 30D | +3.6% | -6.6% | +10.2% | +8.4% |
| 3M | -28.4% | -9.4% | -19.1% | -24.3% |
| 6M | -25.7% | -24.1% | -1.6% | -12.4% |
| YTD | -35.4% | +37.1% | -72.5% | -54.8% |
| 1Y | -45.6% | +24.5% | -70.2% | -58.7% |
| 3Y | -2.2% | +83.2% | -85.4% | -49.6% |
| 5Y | -20.3% | +44.0% | -64.3% | -53.1% |
| All | -20.3% | +44.9% | -65.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling